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An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices

Buescu, Cristin; Taksar, Michael I.; Koné, Fatoumata J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-24

Persistent link: https://www.econbiz.de/10009784042

Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure

Norkute, Milda; Sarafidis, Vasilis; Yamagata, Takashi; … - 2019

Persistent link: https://www.econbiz.de/10012606743

Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics

MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007

This chapter presents a unified set of estimation methods for fitting a rich array of models describing dynamic relationships within a longitudinal data setting. The discussion surveys approaches for characterizing the micro dynamics of continuous dependent variables both over time and across...

Persistent link: https://www.econbiz.de/10014024953

Moment conditions for the quadratic regression model with measurement error

Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - In: Econometric reviews 41 (2022) 7, pp. 749-774

Persistent link: https://www.econbiz.de/10013364905

A comparison of the method of moments estimator and maximum likelihood estimator for the success probability in the Fibonacci-type probability distribution

Kwon, Yeil - In: Statistics in transition : an international journal of … 23 (2022) 3, pp. 27-47

A Fibonacci-type probability distribution provides the probabilistic models for establishing stopping rules associated with the number of consecutive successes. It can be interpreted as a generalized version of a geometric distribution. In this article, after revisiting the Fibonacci-type...

Persistent link: https://www.econbiz.de/10013428842